+68.9%
JEPQ vs ACHR
-21.5%
+90.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -0.7% | -5.4% | +4.7% | -0.2% |
| 30D | +0.6% | -19.7% | +20.3% | +2.2% |
| 3M | +5.8% | +7.9% | -2.1% | +4.5% |
| 6M | +9.7% | -13.8% | +23.4% | +9.9% |
| YTD | +10.5% | -27.5% | +38.1% | +11.9% |
| 1Y | +18.4% | -33.9% | +52.3% | +19.8% |
| All | +68.9% | -21.5% | +90.4% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ACHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling